PREVIEW / futures_5min / 2020-12-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-21.parquet
  size:    354 KB
  rows:    19,024

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2020-12-21 00:00:00	ES	Futures	4155.55	4156.11	4154.42	4155.83	391.0
2020-12-21 00:05:00	ES	Futures	4155.83	4156.39	4154.99	4156.39	563.0
2020-12-21 00:10:00	ES	Futures	4156.67	4158.07	4156.11	4156.11	791.0
2020-12-21 00:15:00	ES	Futures	4156.39	4156.67	4155.83	4155.83	267.0
2020-12-21 00:20:00	ES	Futures	4155.83	4156.39	4155.27	4155.55	274.0
2020-12-21 00:25:00	ES	Futures	4155.83	4156.39	4154.99	4154.99	265.0
2020-12-21 00:30:00	ES	Futures	4154.99	4156.95	4154.99	4156.95	475.0
2020-12-21 00:35:00	ES	Futures	4156.95	4157.79	4156.67	4157.79	328.0
2020-12-21 00:40:00	ES	Futures	4157.79	4159.48	4157.51	4159.48	873.0
2020-12-21 00:45:00	ES	Futures	4159.48	4164.53	4159.2	4162.56	2156.0
2020-12-21 00:50:00	ES	Futures	4162.84	4164.25	4162.56	4163.41	593.0
2020-12-21 00:55:00	ES	Futures	4163.41	4163.41	4162.56	4163.41	505.0
2020-12-21 01:00:00	ES	Futures	4163.41	4163.41	4161.16	4161.72	722.0
2020-12-21 01:05:00	ES	Futures	4161.44	4161.72	4160.6	4160.6	622.0
2020-12-21 01:10:00	ES	Futures	4160.6	4160.88	4158.07	4159.2	762.0
2020-12-21 01:15:00	ES	Futures	4159.2	4160.6	4159.2	4160.6	319.0
2020-12-21 01:20:00	ES	Futures	4160.32	4161.16	4159.76	4160.04	385.0
2020-12-21 01:25:00	ES	Futures	4160.04	4160.88	4159.2	4160.32	307.0
2020-12-21 01:30:00	ES	Futures	4160.32	4160.88	4159.76	4160.04	233.0
2020-12-21 01:35:00	ES	Futures	4160.04	4160.32	4159.2	4159.2	252.0
2020-12-21 01:40:00	ES	Futures	4158.91	4159.76	4154.99	4156.11	990.0
2020-12-21 01:45:00	ES	Futures	4156.11	4158.07	4155.27	4157.79	555.0
2020-12-21 01:50:00	ES	Futures	4157.79	4157.79	4156.39	4156.95	311.0
2020-12-21 01:55:00	ES	Futures	4156.95	4157.23	4155.55	4156.67	415.0
2020-12-21 02:00:00	ES	Futures	4156.67	4156.67	4149.09	4150.78	4049.0
2020-12-21 02:05:00	ES	Futures	4151.06	4151.06	4148.25	4148.25	1697.0
2020-12-21 02:10:00	ES	Futures	4148.25	4150.21	4147.97	4149.65	1092.0
2020-12-21 02:15:00	ES	Futures	4149.65	4150.78	4147.69	4149.37	1216.0
2020-12-21 02:20:00	ES	Futures	4149.09	4149.37	4147.13	4147.41	963.0
2020-12-21 02:25:00	ES	Futures	4147.41	4147.69	4144.88	4144.88	2088.0
2020-12-21 02:30:00	ES	Futures	4145.16	4146.57	4141.79	4141.79	2277.0
2020-12-21 02:35:00	ES	Futures	4141.79	4142.36	4134.22	4138.15	5730.0
2020-12-21 02:40:00	ES	Futures	4138.15	4141.51	4137.86	4140.67	2093.0
2020-12-21 02:45:00	ES	Futures	4140.39	4140.39	4137.58	4138.99	1664.0
2020-12-21 02:50:00	ES	Futures	4138.99	4139.83	4137.3	4139.27	1412.0
2020-12-21 02:55:00	ES	Futures	4139.27	4142.36	4138.15	4140.95	1506.0
2020-12-21 03:00:00	ES	Futures	4140.95	4141.51	4137.02	4138.43	3772.0
2020-12-21 03:05:00	ES	Futures	4138.43	4140.39	4136.46	4140.39	2796.0
2020-12-21 03:10:00	ES	Futures	4140.39	4146.57	4138.99	4146.28	3433.0
2020-12-21 03:15:00	ES	Futures	4146.28	4146.85	4144.04	4146.28	2485.0
2020-12-21 03:20:00	ES	Futures	4146.28	4146.28	4141.79	4142.36	1701.0
2020-12-21 03:25:00	ES	Futures	4142.07	4142.36	4136.18	4136.46	2320.0
2020-12-21 03:30:00	ES	Futures	4136.18	4141.23	4135.9	4141.23	2643.0
2020-12-21 03:35:00	ES	Futures	4141.23	4145.16	4140.67	4144.6	2281.0
2020-12-21 03:40:00	ES	Futures	4144.6	4146.85	4141.79	4142.64	1664.0
2020-12-21 03:45:00	ES	Futures	4142.92	4144.32	4140.39	4141.79	1509.0
2020-12-21 03:50:00	ES	Futures	4141.51	4142.64	4136.46	4137.86	1724.0
2020-12-21 03:55:00	ES	Futures	4137.86	4139.83	4136.18	4137.86	2630.0
2020-12-21 04:00:00	ES	Futures	4137.86	4138.99	4136.46	4136.74	1951.0
2020-12-21 04:05:00	ES	Futures	4136.74	4138.15	4135.9	4137.58	937.0

> showing 50 of 19,024 rows — these rows as CSV

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